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Modelling correlated random variables

✍ Scribed by Sobol, I.M.; Myshetskaya, E.E.

Book ID
120137669
Publisher
Walter de Gruyter GmbH & Co. KG
Year
2003
Tongue
English
Weight
158 KB
Volume
9
Category
Article
ISSN
0929-9629

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πŸ“œ SIMILAR VOLUMES

Rank Tests for correlated Random Variabl
Rank Tests for correlated Random Variables
✍ Prof. Dr. E. Brunner; N. Neumann πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 612 KB

## Abstract In this paper we consider the asymptotic distribution of linear rank‐statistics allowing certain dependencies between the random variables. General theorems will be given, from which the results contained in SEN (1967a, 1967b, 1968), MEHRA/SEN (1969) and PURI/SEN (1971) can be derived.